Rotella Capital Management’s ProShares Short S&P500 SH Stock Holding History

Rotella Capital Management’s Portfolio SH Stock Details SH Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2014 Q3	–	Sell	-5,375	Closed	-$1M	–	392
2014 Q2	$1M	Buy	+5,375	New	+$1.04M	0.85%	24
2013 Q3	–	Sell	-3,625	Closed	-$861K	–	152
2013 Q2	$861K	Buy	+3,625	New	+$862K	2.74%	11

Other funds holding SH

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

UBS Zurich, Switzerland $136B AUM 16.36% 1-Year Est. Return

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

BCI

Brinker Capital Investments Berwyn, Pennsylvania $13.1B AUM 28.37% 1-Year Est. Return

Glovista Investments Jersey City, New Jersey $215M AUM 10.51% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Comerica Bank Dallas, Texas $25.1B AUM 24.68% 1-Year Est. Return

Bollard Group Boston, Massachusetts $3.29B AUM 4.86% 1-Year Est. Return

Foster & Motley Cincinnati, Ohio $2.17B AUM 27.73% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $672B AUM 33.48% 1-Year Est. Return

Rotella Capital Management's SH Position: Q3 2014 in Review

Rotella Capital Management sold out of ProShares Short S&P500 (SH) in Q3 2014, closing a stake of 5,375 shares — an estimated $1M sold.

Rotella Capital Management first reported a position in SH in Q2 2013 and held it in 2 quarters. The position peaked at $1M in Q2 2014. 103 funds tracked by Wall St. Rank hold SH as of Q3 2014.

Rotella Capital Management reported no remaining ProShares Short S&P500 position as of Q3 2014 after selling out during the quarter.
Rotella Capital Management sold 5,375 ProShares Short S&P500 shares in Q3 2014, an estimated $1M.
Rotella Capital Management first reported a position in ProShares Short S&P500 in Q2 2013 and held it in 2 quarters.
Rotella Capital Management's ProShares Short S&P500 position peaked at $1M in Q2 2014.
103 funds tracked by Wall St. Rank held ProShares Short S&P500 as of Q3 2014.

Based on Rotella Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.